Exercise 3.4. Consider the equality-constrained linear program: minimize c"x subject to Ax = b. If this problem has a bounded minimum l*, show the following: (i) l* = c"ã = c"î for any two feasible...

Extracted text: Exercise 3.4. Consider the equality-constrained linear program: minimize c"x subject to Ax = b. If this problem has a bounded minimum l*, show the following: (i) l* = c"ã = c"î for any two feasible points and î; (ii) l* = b"X = b"î for any two sets of Lagrange multipliers Ā and A.